+36.7%
NCLH vs TYL
+2.6%
+34.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | +2.0% | +6.7% | -4.7% | +0.8% |
| 30D | +19.1% | +26.5% | -7.5% | +13.9% |
| 3M | -7.5% | +37.3% | -44.8% | -13.2% |
| 6M | +1.0% | +31.2% | -30.2% | -4.7% |
| YTD | -19.7% | -7.4% | -12.4% | -15.8% |
| 1Y | -1.8% | -9.6% | +7.8% | +4.1% |
| 3Y | +36.7% | +1.9% | +34.8% | +51.8% |
| All | +36.7% | +2.6% | +34.1% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling